Hi all, welcome back. This blog post is going to deal with creating the initial stages of our Python backtesting mean reversion script – we’re going to leave the “symbol pairs” function we created in the last post behind for a bit (we’ll come back to it a bit later) and use a single pair of symbols to run our first few stages of the backtest to keep it simple.

Once we have the script working for a single input of one pair of symbols, we can very easily adapt it at the end to work with the symbol pairs function created previously.